-11.7%
KR vs RNG
+144.7%
-156.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.2% |
| 7D | +1.5% | +5.8% | -4.3% | +1.5% |
| 30D | +4.1% | +19.6% | -15.5% | +3.9% |
| 3M | -5.2% | +67.0% | -72.2% | -5.6% |
| 6M | -12.8% | +88.4% | -101.1% | -12.6% |
| YTD | -4.6% | +155.5% | -160.1% | -2.9% |
| 1Y | -11.7% | +141.7% | -153.4% | -10.6% |
| All | -11.7% | +144.7% | -156.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling